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I just recently went through this decision process. My aim is to write code and math oriented posts so I need good support for nice syntax highlighting (at least colored) and mathjax (preferable) or katex. Substack is the most popular newsletter platform but fails at these two criteria. I love how math and syntax highlighting (plus numerous other features) work in MkDocs Material, which recently added a Blog plugin.
I wanted to combine the best of both: Substack as an amazing email social network, and MkDocs Material’s awesome look. So I’ve gone with using Substack as the core platform which I use to manage subscribers, and use it to post either math/code-free posts or a short teasers pointing to my main blog site on MkDocs Material when I need to show math/code
https://squidfunk.github.io/mkdocs-material/